Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
20.03.2020 | 40.00% | 0.02 | 0.03 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 20'000 | 1'500 | 99.97% | 99.97% |
19.03.2020 | 28.57% | 0.03 | 0.04 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 30'000 | 2'000 | 99.56% | 99.56% |
18.03.2020 | 28.57% | 0.03 | 0.04 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 30'000 | 2'000 | 30.02% | 30.02% |
17.03.2020 | 28.56% | 0.03 | 0.04 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 30'025 | 2'001 | 94.95% | 94.95% |
13.03.2020 | 8.61% | 0.11 | 0.12 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 114'743 | 6'237 | 79.09% | 79.09% |
12.03.2020 | 7.85% | 0.09 | 0.10 | 1'000'000 | 50'000 | 1'000'000 | 50'000 | 135'676 | 7'284 | 70.95% | 70.95% |
11.03.2020 | 2.59% | 0.33 | 0.34 | 750'000 | 100'000 | 754'873 | 74'092 | 291'143 | 28'538 | 97.64% | 97.64% |
10.03.2020 | 2.19% | 0.34 | 0.35 | 750'000 | 100'000 | 653'068 | 30'381 | 298'976 | 12'991 | 64.89% | 64.89% |
09.03.2020 | 2.01% | 0.48 | 0.49 | 600'000 | 100'000 | 661'266 | 92'236 | 326'137 | 46'294 | 25.40% | 25.40% |